-19.3%
KWEB vs YUM
-10.4%
-8.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.6% |
| 7D | -5.6% | -6.1% | +0.5% | -5.8% |
| 30D | -10.7% | -5.8% | -4.8% | -10.8% |
| 3M | -7.4% | -7.6% | +0.2% | -7.9% |
| 6M | -19.3% | -9.1% | -10.2% | -19.3% |
| All | -19.3% | -10.4% | -8.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling